首页    期刊浏览 2024年11月27日 星期三
登录注册

文章基本信息

  • 标题:Proposed Distance-Based Test for Testing Multivariate Multiple Regression Coefficients under Restricted Alternatives
  • 作者:M. J. Hossain ; A. K. Majumder
  • 期刊名称:International Journal of Statistics and Probability
  • 印刷版ISSN:1927-7032
  • 电子版ISSN:1927-7040
  • 出版年度:2018
  • 卷号:7
  • 期号:2
  • 页码:56
  • DOI:10.5539/ijsp.v7n2p56
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    In constructing estimation and hypothesis testing procedures, it is important that all available information such as sign of parameter is used in order to maximize power of the test. Often prior information are known about the sign of regression coefficients (parameter) under test, the best example being that variances cannot be negative. Ignoring information about the signs of regression parameters can lead to loss of power in small samples. With this problem in mind, this paper concerned with developing restricted estimation and hypothesis testing approach in the context of multivariate multiple regression model. Developing the technique of estimating constraint regression coefficients and testing restricted parameters with the aid of information theoretic distance are the main contribution of this paper. The distribution of the existing two-sided test follows central chi-square distribution whereas the test statistic of our proposed distance-based one-sided test follows weighted mixture of chi-square distribution. Monte Carlo simulation indicates that our newly proposed test performs better than existing tests.

Loading...
联系我们|关于我们|网站声明
国家哲学社会科学文献中心版权所有